+195.6%
OKTA vs REPL
-19.2%
+214.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.5% |
| 7D | -2.4% | -14.1% | +11.7% | -1.2% |
| 30D | +13.0% | -15.2% | +28.3% | +14.4% |
| 3M | +41.7% | +49.9% | -8.2% | +31.1% |
| 6M | +105.9% | +63.5% | +42.4% | +77.2% |
| YTD | +92.6% | +32.9% | +59.6% | +67.7% |
| 1Y | +81.1% | +115.0% | -33.9% | +45.2% |
| 3Y | +84.8% | -34.7% | +119.6% | +39.0% |
| 5Y | -34.4% | -59.7% | +25.2% | -49.4% |
| All | +195.6% | -19.2% | +214.8% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling